ClickHouse uses a single primary key index, which matches the sort order, plus skip indexes, which knock out blocks to scan. Here's a writeup that explains skip indexes.

https://altinity.com/blog/clickhouse-black-magic-skipping-in...

You can also check out the following webinar, which explains how ClickHouse indexes work in general. Here's a link to the discussion of indexes.

https://youtu.be/1TGGCIr6dMY?t=1933

p.s. The blog article is missing some images that WordPress seems to have lost but you'll still get the idea. (Should be fixed shortly.)

Disclaimer: I work for Altinity